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* past values of the same series; and
* current and past values of the driving (exogenous) series — that is, of the externally determined series that influences the series of interest.
In addition, the model contains an error term which relates to the fact that knowledge of
▲which relates to the fact that knowledge of the other terms will not enable the current value of the time series to be predicted exactly.
Such a model can be stated algebraically as
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==External links==
* [
[[Category:Time series models]]
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